Question: ECON 133 > Excel: Index models and CAPM Problem 1 Intro The following table shows rates of return for a mutual fund and the market

ECON 133 > Excel: Index models and CAPM Problem 1 Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A . 1 Year Fund Market 1 14% 13% 3 2 -27% -14% 3 -6% -5% 5 5% 28% 5 14% 8% 7 6 6% 8% 2. 4 4 6 Part 1 Attempt 1/10 for 10 pts. Regress the returns on the stock on the returns on the S&P 500. What is the beta of the fund, using the industry model (not subtracting the risk-free rate), i.e., the slope coefficient of the regression? 2+ decimals Submit
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